CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 01-May-2012

Day Change Summary
	Previous	Current
	30-Apr-2012	01-May-2012	Change	Change %	Previous Week
Open	1.2465	1.2544	0.0079	0.6%	1.2316
High	1.2559	1.2567	0.0008	0.1%	1.2476
Low	1.2465	1.2486	0.0021	0.2%	1.2278
Close	1.2550	1.2486	-0.0064	-0.5%	1.2460
Range	0.0094	0.0081	-0.0013	-13.8%	0.0198
ATR	0.0096	0.0095	-0.0001	-1.1%	0.0000
Volume	64	239	175	273.4%	167

Daily Pivots for day following 01-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2756	1.2702	1.2531
R3	1.2675	1.2621	1.2508
R2	1.2594	1.2594	1.2501
R1	1.2540	1.2540	1.2493	1.2527
PP	1.2513	1.2513	1.2513	1.2506
S1	1.2459	1.2459	1.2479	1.2446
S2	1.2432	1.2432	1.2471
S3	1.2351	1.2378	1.2464
S4	1.2270	1.2297	1.2441

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2999	1.2927	1.2569
R3	1.2801	1.2729	1.2514
R2	1.2603	1.2603	1.2496
R1	1.2531	1.2531	1.2478	1.2567
PP	1.2405	1.2405	1.2405	1.2423
S1	1.2333	1.2333	1.2442	1.2369
S2	1.2207	1.2207	1.2424
S3	1.2009	1.2135	1.2406
S4	1.1811	1.1937	1.2351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2567	1.2278	0.0289	2.3%	0.0100	0.8%	72%	True	False	83
10	1.2567	1.2252	0.0315	2.5%	0.0076	0.6%	74%	True	False	65
20	1.2567	1.2108	0.0459	3.7%	0.0075	0.6%	82%	True	False	62
40	1.2567	1.1915	0.0652	5.2%	0.0077	0.6%	88%	True	False	48

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2911
2.618	1.2779
1.618	1.2698
1.000	1.2648
0.618	1.2617
HIGH	1.2567
0.618	1.2536
0.500	1.2527
0.382	1.2517
LOW	1.2486
0.618	1.2436
1.000	1.2405
1.618	1.2355
2.618	1.2274
4.250	1.2142

Fisher Pivots for day following 01-May-2012
Pivot	1 day	3 day
R1	1.2527	1.2471
PP	1.2513	1.2456
S1	1.2500	1.2441

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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